+236.7%
INTU vs NVS
+260.1%
-23.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +0.1% | -1.3% | +1.3% | +0.6% |
| 30D | +10.1% | +9.3% | +0.8% | +5.8% |
| 3M | -4.2% | +5.8% | -10.0% | -7.3% |
| 6M | -7.2% | +7.2% | -14.4% | -11.4% |
| YTD | -47.7% | +20.0% | -67.6% | -53.5% |
| 1Y | -46.7% | +25.4% | -72.1% | -53.8% |
| 3Y | -34.1% | +89.2% | -123.3% | -56.7% |
| 5Y | -43.3% | +134.6% | -177.9% | -68.7% |
| All | +236.7% | +260.1% | -23.3% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling